<Para ID="Par1">We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. We illustrate the general version of the LM model which includes individual covariates, and several constrained versions. Constraints make the model more parsimonious and allow us...</para>

In this article, estimation of moments up to the fourth order of random effects and errors is first investigated for dynamic panel data models. Using the QR decomposition of a matrix, the moments of random individual effects and errors are estimated without affecting each other so that the...